C / C++ / MFC

1. Telling it to stop (somehow),
   
2. calling TerminateThread.

1. Set a boolean variable thath the thread checks frequently. Make this variable volatile to prevent certain erroneous conditions caused by optimizations in the code by the compiler.
   
2. Signal an event with SetEvent. This is specially fit if the thread spends most of its time waiting for an array of objects with WaitForMultipleObjects. The approach is not as good for threads devoted to computation.
3. If the thread has a message pump, send it a WM_QUIT message. Not an option in your particular scenario, I guess.

while (GetMessage(&msg, 0, 0, 0)) {
    switch (msg.message) {
        case WM_USER:
            HANDLE hEvent = (HANDLE)msg.wParam;
            //.... Do some work.
            ::SetEvent(hEvent); // this tells client thread to resume.
            break;
    }
}

HANDLE hEvent = ::CreateEvent(NULL, FALSE, FALSE, NULL);
::PostThreadMessage(dwThread1ID, WM_USER, (HANDLE)hEvent, 0);
DWORD dwWaitResult = ::WaitForSingleObject(hEvent, dwMyTimeOutInMillisecond);
if (WAIT_OBJECT_0) {
     // I didn't timeout.
} else {
     // I did timeout
}